Anxieties can be typical to pregnancy. At the beginning of the COVID-19 outbreak, pregnant women were classified as at risk and advised to shield. This may have caused increased generalised anxiety disorder and health anxiety across the demographic. This study aimed to explore current, actual and perceived levels of generalised anxiety disorder and health anxiety in pregnant women during the COVID-19 outbreak. A sample of 674 participants completed an online questionnaire consisting of demographic and pregnancy related questions, the GAD-7 and HAI. The COVID-19 outbreak has increased self-reported levels of general anxiety and health anxiety in pregnant women. Of the sample, 633 (94%) agreed that the outbreak had increased their general anxiety; 607 (90.1%) also reported increased health anxiety. Due to the negative effects that anxieties may cause during pregnancy, it is recommended that reintroducing normality to pre- and postnatal healthcare, where safe to do so, will be beneficial.